Facultade de Fisioterapia

Studying the bandwidth in k-sample smooth tests

Martínez Camblor, Pablo; de Uña-Álvarez, Jacobo
Abstract:
In this paper, the problem of bandwidth choice in smooth k-sample tests is considered. Three different bootstrap methods are discussed and implemented. All the methods persecute the bandwidth leading to the maximum power, while preserving the level of the test. The relative performance of themethods is investigated in a simulation study. Illustration through real medical data is provided. The main conclusion is that the bootstrap minimum method provides a good compromise between statistical power and conservativeness. Robustness of the methods with respect to the number of bootstrap resamples and practical limitations are discussed.
Year:
2013
Type of Publication:
Article
Keywords:
k Sample tests; Kernel estimator; Bandwidth selection; Double bootstrap; Double minimum; BM algorithm
Journal:
Computational Statistics
Volume:
28
Pages:
875-892
Month:
April
DOI:
http://dx.doi.org/10.1007/s00180-012-0333-1
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